数学季刊 ›› 2003, Vol. 18 ›› Issue (2): 140-145.
摘要: In this paper,a new trust region algorithrn for unconstrained LC'optimization problems is given.Compare with those existing trust region methods,this algorithm has a different feature:it ob- tains a stepsize at each iteration not by soloving a quadratic subproblem with a trust region bound,but by solving a system of linear equations.Thus it reduces computational complexity and improves compu- tation efficlency.It is proven that this algorithm is globally convergent and locally superlinear under some conditions.
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